haylaavo

UJJIVANSFB option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 8000

Spot
56.14
Future
56.68
Forward
56.68
PCR (OI)
0.38
Puts 24,000 / Calls 64,000
PCR (volume)
0.00
Puts — / Calls 5
Max pain
54
strike with least total payout to holders
Highest OI
60 CE · 50 PE
ΔOI calls +32,000 · puts +—
Open interest by strike
CallsPuts│ ATM┊ Max pain
028,00056,000444716,0005053565956,0006266
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——37.140.0022.08440.180.0040.41——Neutral
Neutral——37.820.0011.56450.640.0040.22——Neutral
Neutral——38.550.0019.81460.250.0040.35——Neutral
Neutral——38.900.009.94471.000.0040.30——Neutral
Neutral——39.170.0018.42480.460.0040.28——Neutral
Neutral——39.320.008.45491.480.0040.23——Neutral
Neutral——39.500.0016.68501.550.0040.25—16,000Neutral
Neutral——39.660.007.09512.100.0040.29——Neutral
Neutral——39.640.0015.00520.980.0040.31——Neutral
Neutral——39.830.005.87532.870.0040.28——Neutral
Neutral——39.820.0013.42542.020.0040.33—8,000Neutral
Neutral——39.870.004.81553.790.0040.32——Neutral
Neutral——39.960.007.59561.850.0040.37——Neutral
Neutral——40.000.003.90574.850.0040.36——Neutral
Neutral——40.000.0010.53582.420.0040.32——Neutral
Neutral——39.970.003.12596.050.0040.38——Neutral
Long buildup56,000+24,00035.81+0.871.88603.110.0040.32——Neutral
Neutral——40.050.002.47617.380.0040.28——Neutral
Short buildup8,000+8,00036.76-6.671.40623.900.0040.30——Neutral
Neutral——40.130.001.94638.830.0040.29——Neutral
Neutral——40.010.007.00644.800.0040.28——Neutral
Neutral——40.060.006.04665.810.0040.27——Neutral

Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: same-expiry future. Discounting at 4.3% (carry implied by 23 Nov → 29 Dec futures). Buildup labels describe price and open-interest changes only and are not advice. Spot: NSE F&O bhavcopy underlying price.